I'm French, but I often swears in English or Frenglish.
My fave is "Oh my gode". It sounds exactly like "Oh my God", but of course the meaning is quite different, as gode is French for dildo.
I also often use "Beep" when there are American people around. They usually reply something like "I've never heard a Frenchman swear like this". I reply that, as a foreigner, my knowledge of American culture mostly comes from TV shows, where "beep" is by far the most common swear word. "What the beep", "beep you", "go beep yourself", "you beeping bitch", it allows for infinite variations.
That's funny, Jaume, about both "gode" and also "beep". It's true in the US they can show someone getting murdered on TV, but they can't allow swearing I guess.
My favorite is that sometimes when a person in a movie or show will say "God damn", the censors will bleep out the word "God" and leave in the word "damn". So I claim that they take out "God" because it is too offensive.
As for what I say when I swear, I almost never do in English around people (probably from my religious upbringing as a kid), but to myself I often say "god in hell" or "oh my god in hell". I've never heard anyone else say these I don't think, so I don't know where I got that from.